Statistical Complexity and Information measures for time series analysis


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Documentation for package ‘statcomp’ version 0.0.0.9000

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adjust_pattern A function to create new pattern-coding schemes for the Fisher Information.
fis A (low-level) function to compute the Fisher-information
generate_lehmerperm_matrix A function to generate the Lehmer permutation ordering.
global_complexity A function to compute global information and complexity measures for time series
hellinger_distance Distance measure between ordinal pattern distributions: Hellinger distance
limit_curves Limit curves in the Entropy-Complexity plane
MPR_complexity A function to compute the MPR-complexity
ordinal_pattern_distribution A function to compute ordinal pattern statistics
ordinal_pattern_distribution_2 A function to compute ordinal pattern statistics
permutation_entropy A function to compute the permutation entropy
rank_to_permutation A function to convert a "ranks-based" permutation notation to an "index-based" permutation scheme.
transformPermCoding A function to generate a vector from an index-transformation vector from a permutation coding scheme
weighted_ordinal_pattern_distribution A function to compute weighted ordinal pattern statistics
weighted_ordinal_pattern_distribution_2 A function to compute weighted ordinal pattern statistics